有效因子综合偏好强度与CVaR整合优化模型

黄东宾, 周丹丹, 汪涌

Strength of Preference on Effective Factors Integratedwith CVaR Portfolio Choice Model

HUANG Dong-bin, ZHOU Dan-dan, WANG Yong

运筹与管理 . 2019, (3): 24 -30 . DOI: 10.12005/orms.2019.0053